CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 01-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8896 |
0.8745 |
-0.0151 |
-1.7% |
0.9023 |
| High |
0.8930 |
0.8789 |
-0.0141 |
-1.6% |
0.9077 |
| Low |
0.8736 |
0.8713 |
-0.0023 |
-0.3% |
0.8786 |
| Close |
0.8754 |
0.8774 |
0.0021 |
0.2% |
0.8841 |
| Range |
0.0195 |
0.0077 |
-0.0118 |
-60.7% |
0.0291 |
| ATR |
0.0125 |
0.0121 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
209,488 |
174,389 |
-35,099 |
-16.8% |
691,472 |
|
| Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8988 |
0.8958 |
0.8816 |
|
| R3 |
0.8912 |
0.8881 |
0.8795 |
|
| R2 |
0.8835 |
0.8835 |
0.8788 |
|
| R1 |
0.8805 |
0.8805 |
0.8781 |
0.8820 |
| PP |
0.8759 |
0.8759 |
0.8759 |
0.8766 |
| S1 |
0.8728 |
0.8728 |
0.8767 |
0.8743 |
| S2 |
0.8682 |
0.8682 |
0.8760 |
|
| S3 |
0.8606 |
0.8652 |
0.8753 |
|
| S4 |
0.8529 |
0.8575 |
0.8732 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9773 |
0.9597 |
0.9001 |
|
| R3 |
0.9482 |
0.9307 |
0.8921 |
|
| R2 |
0.9192 |
0.9192 |
0.8894 |
|
| R1 |
0.9016 |
0.9016 |
0.8868 |
0.8959 |
| PP |
0.8901 |
0.8901 |
0.8901 |
0.8872 |
| S1 |
0.8726 |
0.8726 |
0.8814 |
0.8668 |
| S2 |
0.8611 |
0.8611 |
0.8788 |
|
| S3 |
0.8320 |
0.8435 |
0.8761 |
|
| S4 |
0.8030 |
0.8145 |
0.8681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8987 |
0.8713 |
0.0275 |
3.1% |
0.0131 |
1.5% |
22% |
False |
True |
196,245 |
| 10 |
0.9221 |
0.8713 |
0.0508 |
5.8% |
0.0122 |
1.4% |
12% |
False |
True |
177,050 |
| 20 |
0.9897 |
0.8713 |
0.1184 |
13.5% |
0.0129 |
1.5% |
5% |
False |
True |
187,285 |
| 40 |
0.9897 |
0.8713 |
0.1184 |
13.5% |
0.0106 |
1.2% |
5% |
False |
True |
150,009 |
| 60 |
1.0028 |
0.8713 |
0.1315 |
15.0% |
0.0104 |
1.2% |
5% |
False |
True |
133,340 |
| 80 |
1.0098 |
0.8713 |
0.1385 |
15.8% |
0.0102 |
1.2% |
4% |
False |
True |
100,508 |
| 100 |
1.0098 |
0.8713 |
0.1385 |
15.8% |
0.0106 |
1.2% |
4% |
False |
True |
80,485 |
| 120 |
1.0117 |
0.8713 |
0.1404 |
16.0% |
0.0110 |
1.3% |
4% |
False |
True |
67,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9114 |
|
2.618 |
0.8989 |
|
1.618 |
0.8913 |
|
1.000 |
0.8866 |
|
0.618 |
0.8836 |
|
HIGH |
0.8789 |
|
0.618 |
0.8760 |
|
0.500 |
0.8751 |
|
0.382 |
0.8742 |
|
LOW |
0.8713 |
|
0.618 |
0.8665 |
|
1.000 |
0.8636 |
|
1.618 |
0.8589 |
|
2.618 |
0.8512 |
|
4.250 |
0.8387 |
|
|
| Fisher Pivots for day following 01-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8766 |
0.8839 |
| PP |
0.8759 |
0.8817 |
| S1 |
0.8751 |
0.8796 |
|